Does an Immortal (if he is physically close enough) get the Quickening if another Immortal is killed by a mortal? Or is the Quickening lost?
Canon answers only please (movies/series/cartoons/info from franchise creators).
According to Executive Producer, Bill Panzer:
"an Immortal is decapitated by something other than the sword of the Immortal he was fighting, (...) what we thought was, as long as an Immortal is present, he gets the Quickening."
..."If there is no Immortal present, then the Quickening just goes to the Source."
[Source: Episode "The Sea Witch", Bonus Material, Bill Panzer's interview, in Highlander: The Series (season 1) (DVD, Davis-Panzer Productions, Inc., 2001), disk 3]
So, it looks like if an Immortal is beheaded by an Immortal, the beheader will get it. If he's beheaded by someone else, it will go to the NEAREST Immortal, if there is one in range. Failing that, it's lost.
See Wikipedia's Article on the Quickening for more info.